| Trading Metrics calculated at close of trading on 01-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2018 |
01-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
2,805.50 |
2,824.25 |
18.75 |
0.7% |
2,805.25 |
| High |
2,827.75 |
2,825.75 |
-2.00 |
-0.1% |
2,849.50 |
| Low |
2,802.75 |
2,805.50 |
2.75 |
0.1% |
2,792.50 |
| Close |
2,817.00 |
2,810.75 |
-6.25 |
-0.2% |
2,817.50 |
| Range |
25.00 |
20.25 |
-4.75 |
-19.0% |
57.00 |
| ATR |
25.01 |
24.67 |
-0.34 |
-1.4% |
0.00 |
| Volume |
1,366,896 |
1,098,291 |
-268,605 |
-19.7% |
5,994,673 |
|
| Daily Pivots for day following 01-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,874.75 |
2,863.00 |
2,822.00 |
|
| R3 |
2,854.50 |
2,842.75 |
2,816.25 |
|
| R2 |
2,834.25 |
2,834.25 |
2,814.50 |
|
| R1 |
2,822.50 |
2,822.50 |
2,812.50 |
2,818.25 |
| PP |
2,814.00 |
2,814.00 |
2,814.00 |
2,812.00 |
| S1 |
2,802.25 |
2,802.25 |
2,809.00 |
2,798.00 |
| S2 |
2,793.75 |
2,793.75 |
2,807.00 |
|
| S3 |
2,773.50 |
2,782.00 |
2,805.25 |
|
| S4 |
2,753.25 |
2,761.75 |
2,799.50 |
|
|
| Weekly Pivots for week ending 27-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,990.75 |
2,961.25 |
2,848.75 |
|
| R3 |
2,933.75 |
2,904.25 |
2,833.25 |
|
| R2 |
2,876.75 |
2,876.75 |
2,828.00 |
|
| R1 |
2,847.25 |
2,847.25 |
2,822.75 |
2,862.00 |
| PP |
2,819.75 |
2,819.75 |
2,819.75 |
2,827.25 |
| S1 |
2,790.25 |
2,790.25 |
2,812.25 |
2,805.00 |
| S2 |
2,762.75 |
2,762.75 |
2,807.00 |
|
| S3 |
2,705.75 |
2,733.25 |
2,801.75 |
|
| S4 |
2,648.75 |
2,676.25 |
2,786.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,847.00 |
2,798.25 |
48.75 |
1.7% |
24.00 |
0.9% |
26% |
False |
False |
1,233,250 |
| 10 |
2,849.50 |
2,792.50 |
57.00 |
2.0% |
23.25 |
0.8% |
32% |
False |
False |
1,172,562 |
| 20 |
2,849.50 |
2,710.75 |
138.75 |
4.9% |
22.75 |
0.8% |
72% |
False |
False |
1,111,893 |
| 40 |
2,849.50 |
2,693.25 |
156.25 |
5.6% |
25.50 |
0.9% |
75% |
False |
False |
1,229,888 |
| 60 |
2,849.50 |
2,656.75 |
192.75 |
6.9% |
25.50 |
0.9% |
80% |
False |
False |
825,709 |
| 80 |
2,849.50 |
2,595.75 |
253.75 |
9.0% |
28.25 |
1.0% |
85% |
False |
False |
621,314 |
| 100 |
2,849.50 |
2,556.75 |
292.75 |
10.4% |
33.00 |
1.2% |
87% |
False |
False |
498,744 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,911.75 |
|
2.618 |
2,878.75 |
|
1.618 |
2,858.50 |
|
1.000 |
2,846.00 |
|
0.618 |
2,838.25 |
|
HIGH |
2,825.75 |
|
0.618 |
2,818.00 |
|
0.500 |
2,815.50 |
|
0.382 |
2,813.25 |
|
LOW |
2,805.50 |
|
0.618 |
2,793.00 |
|
1.000 |
2,785.25 |
|
1.618 |
2,772.75 |
|
2.618 |
2,752.50 |
|
4.250 |
2,719.50 |
|
|
| Fisher Pivots for day following 01-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,815.50 |
2,813.00 |
| PP |
2,814.00 |
2,812.25 |
| S1 |
2,812.50 |
2,811.50 |
|